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Estimating Forward-Looking Stock Correlations from Risk Factors
Mathematics, 2022 This study provides fully mathematically and economically feasible solutions to estimating implied correlation matrices in equity markets. Factor analysis is combined with option data to receive ex ante beliefs for cross-sectional correlations. Necessary
Wolfgang Schadner, Joshua Traut
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An Efficient Algorithm for Inverting a Block-Symmetric Matrix [PDF]
Mathematics of Computation, 1967 S. Charmonman
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Rings over which the transpose of every invertible matrix is invertible
Journal of Algebra, 2009 The authors prove that the transpose of every invertible square matrix over a ring \(R\) is invertible if and only if \(R/\text{rad}(R)\) is commutative. Many other characterizations are obtained for such rings. They also show that, for von Neumann regular rings, this is a necessary and sufficient condition for the commutativity of \(R\).
Gupta, R. N. +3 more
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Hardware Acceleration of Large-Scale CMOS Invertible Logic Based on Sparse Hamiltonian Matrices
IEEE Open Journal of Circuits and Systems, 2021 Invertible logic has been recently presented that can realize bidirectional computing based on Hamiltonians for solving several critical issues, such as integer factorization and training neural networks.
Naoya Onizawa +2 more
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Stationarity and invertibility of a dynamic correlation matrix [PDF]
Kybernetika, 2017 Summary: One of the most widely-used multivariate conditional volatility models is the dynamic conditional correlation (or DCC) specification. However, the underlying stochastic process to derive DCC has not yet been established, which has made problematic the derivation of asymptotic properties of the Quasi-Maximum Likelihood Estimators (QMLE).
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Journal of Applied Mathematics, 2015 We study the combined matrix of a nonsingular H-matrix. These matrices can belong to two different H-matrices classes: the most common, invertible class, and one particular class named mixed class.
Rafael Bru +3 more
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A Task-Driven Invertible Projection Matrix Learning Algorithm for Hyperspectral Compressed Sensing
Remote Sensing, 2021 The high complexity of the reconstruction algorithm is the main bottleneck of the hyperspectral image (HSI) compression technology based on compressed sensing.
Shaofei Dai +3 more
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Efficient recursion method for inverting an overlap matrix [PDF]
Physical Review B, 2001 A new O(N) algorithm based on a recursion method, in which the computational effort is proportional to the number of atoms N, is presented for calculating the inverse of an overlap matrix which is needed in electronic structure calculations with the the non-orthogonal localized basis set. This efficient inverting method can be incorporated in several O(
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A right Bezout ring with stable range 2, over which transpose matrix to invertible matrix is invertible, is the right Hermite ring (in Ukrainian) [PDF]
Математичні Студії, 2011 It is proved that a right Bezout ring with stable range 2, over which transpose matrix to invertible matrix is invertible matrix, is the right Hermite ring.
I. V. Domsha
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Boundary value matrix problems and Drazin invertible operators
Математичні Студії, 2022 Let $A$ and $B$ be given linear operators on Banach spaces $X$ and $Y$, we denote by $M_C$ the operator defined on $X \oplus Y$ by $M_{C}= \begin{pmatrix} A & C \\ 0 & B% \end{pmatrix}.$ In this paper, we study an abstract boundary value matrix problems
K. Miloud Hocine
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